+306.7%
TPR vs IEF
+4.6%
+302.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.5% |
| 7D | -7.3% | -0.3% | -7.0% | -7.6% |
| 30D | -30.7% | -0.6% | -30.2% | -31.1% |
| 3M | -21.6% | -1.0% | -20.6% | -22.3% |
| 6M | -21.3% | -3.1% | -18.3% | -23.8% |
| YTD | -10.2% | -1.9% | -8.3% | -12.0% |
| 1Y | +9.5% | -1.4% | +10.9% | +7.9% |
| 3Y | +280.8% | +9.8% | +271.0% | +319.7% |
| 5Y | +218.7% | -8.8% | +227.5% | +103.4% |
| 10Y | +306.7% | +4.7% | +302.0% | +239.8% |
| All | +306.7% | +4.6% | +302.1% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling